NYMEX Light Sweet Crude Oil Future February 2011

Trading Metrics calculated at close of trading on 13-Jan-2011

Day Change Summary
	Previous	Current
	12-Jan-2011	13-Jan-2011	Change	Change %	Previous Week
Open	91.18	92.00	0.82	0.9%	91.31
High	92.39	92.37	-0.02	0.0%	92.57
Low	90.79	90.75	-0.04	0.0%	87.25
Close	91.86	91.40	-0.46	-0.5%	88.03
Range	1.60	1.62	0.02	1.3%	5.32
ATR	2.00	1.97	-0.03	-1.4%	0.00
Volume	347,870	324,074	-23,796	-6.8%	1,825,795

Daily Pivots for day following 13-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	96.37	95.50	92.29
R3	94.75	93.88	91.85
R2	93.13	93.13	91.70
R1	92.26	92.26	91.55	91.89
PP	91.51	91.51	91.51	91.32
S1	90.64	90.64	91.25	90.27
S2	89.89	89.89	91.10
S3	88.27	89.02	90.95
S4	86.65	87.40	90.51

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	105.24	101.96	90.96
R3	99.92	96.64	89.49
R2	94.60	94.60	89.01
R1	91.32	91.32	88.52	90.30
PP	89.28	89.28	89.28	88.78
S1	86.00	86.00	87.54	84.98
S2	83.96	83.96	87.05
S3	78.64	80.68	86.57
S4	73.32	75.36	85.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.39	87.25	5.14	5.6%	1.95	2.1%	81%	False	False	376,423
10	92.57	87.25	5.32	5.8%	2.34	2.6%	78%	False	False	343,579
20	92.57	87.25	5.32	5.8%	1.83	2.0%	78%	False	False	253,757
40	92.57	80.89	11.68	12.8%	1.95	2.1%	90%	False	False	176,184
60	92.57	80.89	11.68	12.8%	1.89	2.1%	90%	False	False	130,730
80	92.57	77.34	15.23	16.7%	1.91	2.1%	92%	False	False	104,908
100	92.57	73.76	18.81	20.6%	1.86	2.0%	94%	False	False	86,817
120	92.57	73.76	18.81	20.6%	1.79	2.0%	94%	False	False	73,303

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.57
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	99.26
2.618	96.61
1.618	94.99
1.000	93.99
0.618	93.37
HIGH	92.37
0.618	91.75
0.500	91.56
0.382	91.37
LOW	90.75
0.618	89.75
1.000	89.13
1.618	88.13
2.618	86.51
4.250	83.87

Fisher Pivots for day following 13-Jan-2011
Pivot	1 day	3 day
R1	91.56	91.15
PP	91.51	90.91
S1	91.45	90.66

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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